Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ACGAX (SALIENT ADAPTIVE BALANCED FUND INSTITUTIONAL CLASS) | NA | 6.44% | 1.71% | 1.75% | 2.36% | 4.06% | NA | 2.76% |
Data as of 08/13/2018, AR inception is 03/27/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACGAX (SALIENT ADAPTIVE BALANCED FUND INSTITUTIONAL CLASS) | 03/27/2001 | 08/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.44 | 1.71 | 1.75 | 2.36 | 4.06 | NA | 2.76 | -0.90 | 14.43 | -0.67 | -7.71 | 1.09 | 10.32 | 11.93 | -5.40 | 10.72 | 24.13 | -35.04 | 5.19 | 14.37 | 7.67 | 12.07 | 26.23 | -17.00 | -4.76 |
| Sharpe Ratio | NA | 0.70 | 0.14 | 0.19 | 0.15 | NA | NA | 0.13 | -0.34 | 1.80 | -0.12 | -0.86 | 0.17 | 1.31 | 1.44 | -0.31 | 0.76 | 1.19 | -1.24 | 0.15 | 1.22 | 0.73 | 1.27 | 2.08 | -0.97 | -0.57 |
| Standard Deviation(%) | NA | 8.99 | 8.21 | 7.69 | 14.22 | NA | NA | 13.72 | 7.92 | 7.70 | 7.44 | 9.04 | 6.41 | 7.84 | 8.33 | 17.62 | 14.07 | 20.16 | 29.03 | 15.00 | 9.13 | 7.50 | 8.78 | 12.27 | 18.63 | 14.51 |
| Draw Down(%) | NA | 8.99 | 13.54 | 19.11 | 39.76 | NA | NA | 50.53 | 8.99 | 3.74 | 7.38 | 12.51 | 8.17 | 9.21 | 8.77 | 19.91 | 12.60 | 21.03 | 44.39 | 11.66 | 9.04 | 5.32 | 6.61 | 11.41 | 28.24 | 22.03 |
| Yield(%) | 0.00 | 6.76 | 4.35 | 4.22 | 4.02 | 4.22 | 2.77 | 3.26 | 1.88 | 6.14 | 5.31 | 2.89 | 4.79 | 3.55 | 3.68 | 6.66 | 5.48 | 3.17 | 3.50 | 2.60 | 1.37 | 1.28 | 0.67 | 0.00 | 0.00 | 0.29 |
Data as of 08/13/2018, AR inception is 03/27/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACGAX (SALIENT ADAPTIVE BALANCED FUND INSTITUTIONAL CLASS) |
-13.47%
Feb 2006 - Feb 2009 |
-4.71%
Feb 2004 - Feb 2009 |
-0.09%
May 2007 - May 2017 |
1.86%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACGAX (SALIENT ADAPTIVE BALANCED FUND INSTITUTIONAL CLASS) |
18.56%
Mar 2003 - Mar 2006 |
14.70%
Sep 2002 - Sep 2007 |
6.73%
Mar 2003 - Mar 2013 |
5.24%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart